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External excitations of oscillations which are caused by wind and waves are the main sources for disturbances in the task of load positioning by means of ship-mounted cranes in marine applications. These disturbances can be described with good accuracy by stochastic models. Although methods for the stability analysis of dynamic systems, which are subject to stochastic disturbances, are readily available,...
We discuss a definition of robust dominant eigenvector of a family of stochastic matrices. Our focus is on application to ranking problems, where the proposed approach can be seen as a robust alternative to the standard PageRank technique. The robust eigenvector computation is reduced to a convex optimization problem. We also propose a simple algorithm for robust eigenvector approximation which can...
This paper proposes a novel linear estimator named stochastic MV-PURE estimator, developed for the stochastic linear model, and designed to provide improved performance over the linear minimum mean square error (MMSE) Wiener estimator in cases prevailing in practical, real-world settings, where at least some of the second-order statistics of the random vectors under consideration are only imperfectly...
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